-43.3%
ACN vs CHYM
-19.7%
-23.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.9% | -8.7% | -3.0% |
| 7D | -6.3% | +3.4% | -9.7% | -6.9% |
| 30D | -1.4% | +12.0% | -13.4% | -3.3% |
| 3M | +2.6% | +102.4% | -99.8% | -10.3% |
| 6M | -14.3% | +52.7% | -67.0% | -21.3% |
| YTD | -33.1% | +37.3% | -70.4% | -38.0% |
| 1Y | -28.8% | +42.2% | -71.0% | -35.1% |
| All | -43.3% | -19.7% | -23.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling